+159.4%
LRCX vs OKTA
+83.4%
+76.0%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.7% | +2.8% | +0.3% |
| 7D | -3.1% | -2.4% | -0.7% | -2.9% |
| 30D | -8.6% | +13.0% | -21.6% | -9.4% |
| 3M | -17.7% | +41.7% | -59.4% | -18.9% |
| 6M | +36.4% | +105.9% | -69.6% | +35.1% |
| YTD | +74.5% | +92.6% | -18.0% | +75.0% |
| 1Y | +159.4% | +81.1% | +78.4% | +175.2% |
| All | +159.4% | +83.4% | +76.0% | +175.2% |
Cumulative growth
Daily Returns
Daily percentage return beside OKTA.
Daily Out/Under-Performance
Portfolio return minus OKTA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OKTA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded OKTA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling